-69.2%
CPNG vs DXCM
-6.3%
-62.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.0% | -1.3% |
| 7D | -6.8% | +4.9% | -11.7% | -8.0% |
| 30D | +5.5% | -0.2% | +5.7% | +5.5% |
| 3M | -6.8% | -8.9% | +2.2% | -4.6% |
| 6M | -4.8% | +42.3% | -47.1% | -14.2% |
| YTD | -35.6% | +25.6% | -61.2% | -40.2% |
| 1Y | -46.8% | +39.5% | -86.3% | -52.0% |
| 3Y | -0.8% | -15.3% | +14.5% | -7.6% |
| 5Y | -42.9% | -48.4% | +5.6% | -42.7% |
| All | -69.2% | -6.3% | -62.8% | -77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DXCM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling